Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.624 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49617.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45556.38 Kr¶

PnL: ---------------------------------------> 500.38 Kr¶

DD now: ---------------------------------> -6.594 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 15:10:54.971105'

Anic Portfolio¶

This Week¶

Return: 0.66 %¶

Total portfolio value¶

Return including deposits: 62.471 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.670000 1672.020000 203.020000 13.820000 1468.999998
Sedana Medical 93 4.710000 2689.560000 168.560000 6.690000 2521.000011
Orrön Energy 180 5.160000 2162.700000 119.700000 5.860000 2043.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
Atrium Ljungberg B 5 4.200000 992.500000 57.500000 6.150000 935.000000
JM 6 3.960000 912.600000 48.600000 5.630000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.830000 900.000000 46.000000 5.390000 854.000000
Catena 2 4.330000 838.000000 46.000000 5.810000 792.000000
Hexatronic Group 12 3.540000 1002.480000 35.480000 3.670000 966.999996
VEF 909 3.700000 1885.270000 35.270000 1.910000 1850.000436
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Bilia A 8 1.690000 915.200000 15.200000 1.690000 900.000000
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
Byggmax Group 33 1.320000 965.580000 9.580000 1.000000 956.000001
Biotage 7 0.740000 949.900000 8.900000 0.950000 940.999997
Clas Ohlson B 12 0.680000 981.000000 8.000000 0.820000 972.999996
OX2 13 1.240000 952.250000 2.250000 0.240000 949.999999
EQT 4 0.630000 833.200000 1.200000 0.140000 832.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
AcadeMedia 8 0.100000 401.200000 -0.800000 -0.200000 402.000000
ASSA ABLOY B 3 -0.150000 774.600000 -4.400000 -0.560000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.590000 949.200000 -17.800000 -1.840000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -2.070000 912.750000 -27.250000 -2.900000 940.000000
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Addnode Group B 11 -1.650000 886.600000 -34.400000 -3.740000 921.000003
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
Hexagon B 26 0.730000 3415.100000 -45.900000 -1.330000 3461.000010
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
BHG Group 97 3.010000 1395.830000 -63.170000 -4.330000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45567.240000 511.240000 -6.57356% 45056.000411

Updated:¶

'2023-07-04 15:09:12.008959'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶